+512.7%
WPM vs EXEL
+386.3%
+126.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.1% | -3.6% |
| 7D | -3.6% | -2.9% | -0.7% | -3.5% |
| 30D | +12.5% | +11.9% | +0.6% | +11.9% |
| 3M | +40.6% | +9.2% | +31.4% | +40.1% |
| 6M | +0.5% | +39.1% | -38.5% | -0.7% |
| YTD | +29.0% | +31.0% | -2.0% | +27.6% |
| 1Y | +43.8% | +52.3% | -8.5% | +41.6% |
| 3Y | +266.3% | +159.7% | +106.5% | +252.5% |
| 5Y | +255.1% | +187.7% | +67.4% | +239.3% |
| All | +512.7% | +386.3% | +126.4% | +526.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling